Data Driven Modeling 课程

这门课程涵盖了核心课程如数值计算、科学编程、随机过程和应用,以及选修课如算法、时间序列分析和机器学习。学生将学习使用Python、Matlab等工具进行数据可视化,探索随机过程、时间序列模型、网络建模和信息科学等主题,并通过实际项目应用数学理论。
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Data Driven Modeling 课程

1.Core Course

MSDM 5001 Introduction to Computational and Modeling Tools

The basics about CPU, GPU and their applications in high performance computing; introduction of the operating systems; introduction of the parallel program design, implementation and applications in physics and other areas; basics about quantum computation: the concept, algorithm and future hardware.

数值计算的工具,并行程序设计,量子计算

MSDM 5002 Scientific Programming and Visualization

The Python programming language and its application to scientific programming (packages such as Scipy, Numpy, Matplotlib); introduction to Matlab, Mathematica, Excel and R; visualization techniques for data from scientific computing, everyday life, social media, business, medical imaging, etc. (stock price, housing price, highway traffic data, weather data, fluid dynamics data) (3 hours lecture in computer lab)

程序软件以及可视化的实现

MSDM 5003 Stochastic Processes and Applications

Probability theory; maximum likelihood; Bayesian techniques; principal component analysis, data transformation and filtering; Brownian motion and stochastic processes; cross-correlations; power laws; log-normal distribution and extreme value distri

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